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Concepts of and tools for Nonlinear Time-Series Modelling

Alessandra Amendola and Christian Francq ()
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Alessandra Amendola: Laboratory of Cell Biology - National Institute for Infectious Diseases IRCCS 'L. Spallanzani'
Christian Francq: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - GENES - Groupe des Écoles Nationales d'Économie et Statistique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - GENES - Groupe des Écoles Nationales d'Économie et Statistique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, IP Paris - Institut Polytechnique de Paris

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Date: 2009-08-18
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Published in Handbook of Computational Econometrics, 1, Wiley, 2009, ⟨10.1002/9780470748916.ch10⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417886

DOI: 10.1002/9780470748916.ch10

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